-39.5%
CAG vs LBRT
+33.5%
-73.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LBRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -3.8% | +8.7% | -12.5% | -4.0% |
| 30D | +3.1% | +6.6% | -3.5% | +2.9% |
| 3M | +23.5% | -34.5% | +57.9% | +24.8% |
| 6M | -14.8% | -24.5% | +9.6% | -14.5% |
| YTD | -5.4% | +12.7% | -18.2% | -6.6% |
| 1Y | -11.8% | +94.8% | -106.6% | -15.0% |
| 3Y | -36.7% | +31.9% | -68.5% | -38.8% |
| 5Y | -40.3% | +111.8% | -152.1% | -44.1% |
| All | -39.5% | +33.5% | -73.0% | -47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LBRT.
Daily Out/Under-Performance
Portfolio return minus LBRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LBRT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LBRT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling